CME Euro FX (E) Future September 2022


Trading Metrics calculated at close of trading on 13-Dec-2021
Day Change Summary
Previous Current
10-Dec-2021 13-Dec-2021 Change Change % Previous Week
Open 1.1353 1.1373 0.0020 0.2% 1.1380
High 1.1400 1.1373 -0.0027 -0.2% 1.1435
Low 1.1353 1.1373 0.0020 0.2% 1.1349
Close 1.1396 1.1373 -0.0023 -0.2% 1.1396
Range 0.0047 0.0000 -0.0047 -100.0% 0.0086
ATR 0.0000 0.0051 0.0051 0.0000
Volume 8 0 -8 -100.0% 32
Daily Pivots for day following 13-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1373 1.1373 1.1373
R3 1.1373 1.1373 1.1373
R2 1.1373 1.1373 1.1373
R1 1.1373 1.1373 1.1373 1.1373
PP 1.1373 1.1373 1.1373 1.1373
S1 1.1373 1.1373 1.1373 1.1373
S2 1.1373 1.1373 1.1373
S3 1.1373 1.1373 1.1373
S4 1.1373 1.1373 1.1373
Weekly Pivots for week ending 10-Dec-2021
Classic Woodie Camarilla DeMark
R4 1.1651 1.1609 1.1443
R3 1.1565 1.1523 1.1419
R2 1.1479 1.1479 1.1411
R1 1.1437 1.1437 1.1403 1.1458
PP 1.1393 1.1393 1.1393 1.1403
S1 1.1351 1.1351 1.1388 1.1372
S2 1.1307 1.1307 1.1380
S3 1.1221 1.1265 1.1372
S4 1.1135 1.1179 1.1348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.1435 1.1349 0.0086 0.8% 0.0037 0.3% 28% False False 4
10 1.1440 1.1349 0.0092 0.8% 0.0040 0.4% 27% False False 11
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.1373
2.618 1.1373
1.618 1.1373
1.000 1.1373
0.618 1.1373
HIGH 1.1373
0.618 1.1373
0.500 1.1373
0.382 1.1373
LOW 1.1373
0.618 1.1373
1.000 1.1373
1.618 1.1373
2.618 1.1373
4.250 1.1373
Fisher Pivots for day following 13-Dec-2021
Pivot 1 day 3 day
R1 1.1373 1.1376
PP 1.1373 1.1375
S1 1.1373 1.1374

These figures are updated between 7pm and 10pm EST after a trading day.

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